Sounds like a matter for JFrame's setDefaultCloseOperation method.  If
you tell it to exit on close, it exits the application.  Instead, you
can have it dispose on close, which merely disposes the JFrame, or you
can do something else at your discretion in a window listener and set
this to do nothing on close.  See the API Javadocs for details.

see http://mindprod.com/jgloss/jframe.html

It explains the various ways you can control what happens on close.

You should first of all use JDialog, that would fix the problem.  But
however if you are hell bent on using JFrame just use the
f.setDefaultCloseOperation(JFrame.DO_NOTHING_ON_CLOSE) method.